+49.2%
EWJ vs PBF
+785.3%
-736.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | -1.5% | +2.3% | -3.8% | -1.6% |
| 30D | +0.2% | +11.6% | -11.4% | -0.4% |
| 3M | +8.6% | +81.7% | -73.1% | +5.5% |
| 6M | +12.1% | +96.4% | -84.3% | +8.0% |
| YTD | +20.1% | +189.5% | -169.4% | +12.5% |
| 1Y | +25.2% | +180.7% | -155.6% | +17.1% |
| 3Y | +70.8% | +56.6% | +14.1% | +61.0% |
| 5Y | +49.2% | +802.0% | -752.8% | +29.3% |
| All | +49.2% | +785.3% | -736.2% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling